metadata

language:
  - en
license: other
task_categories:
  - tabular-regression
features:
  - name: symbol
    dtype: string
  - name: date
    dtype: string
  - name: open
    dtype: float64
  - name: high
    dtype: float64
  - name: low
    dtype: float64
  - name: close
    dtype: float64
  - name: volume
    dtype: int64
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Dataset Information

This dataset includes daily rates data for various bonds.

Instruments Included

Austria

AT10Y: Austria Government Bond 10Y

Australia (AU)

AU10Y: Australia Government Bond 10Y
AU1Y: Australia Government Bond 1Y
AU20Y: Australia Government Bond 20Y
AU2Y: Australia Government Bond 2Y
AU30Y: Australia Government Bond 30Y
AU3Y: Australia Government Bond 3Y
AU5Y: Australia Government Bond 5Y
AU7Y: Australia Government Bond 7Y

Belgium

BE10Y: Belgium Government Bond 10Y

Brazil

BG10Y: Brazil Government Bond 10Y
BR10Y: Brazil Government Bond 10Y
BR1Y: Brazil Government Bond 1Y
BR2Y: Brazil Government Bond 2Y
BR3M: Brazil Government Bond 3M
BR3Y: Brazil Government Bond 3Y
BR5Y: Brazil Government Bond 5Y
BR6M: Brazil Government Bond 6M

Canada

CA10Y: Canada Government Bond 10Y
CA1M: Canada Government Bond 1M
CA1Y: Canada Government Bond 1Y
CA20Y: Canada Government Bond 20Y
CA2Y: Canada Government Bond 2Y
CA30Y: Canada Government Bond 30Y
CA3M: Canada Government Bond 3M
CA3Y: Canada Government Bond 3Y
CA5Y: Canada Government Bond 5Y
CA6M: Canada Government Bond 6M
CA7Y: Canada Government Bond 7Y

Switzerland

CH10Y: Switzerland Government Bond 10Y

Chile

CL10Y: Chile Government Bond 10Y

China

CN10Y: China Government Bond 10Y
CN1Y: China Government Bond 1Y
CN20Y: China Government Bond 20Y
CN2Y: China Government Bond 2Y
CN30Y: China Government Bond 30Y
CN3Y: China Government Bond 3Y
CN5Y: China Government Bond 5Y
CN7Y: China Government Bond 7Y

Colombia

CO10Y: Colombia Government Bond 10Y

Czech Republic

CZ10Y: Czech Republic Government Bond 10Y

Germany

DE10Y: Germany Government Bond 10Y
DE1M: Germany Government Bond 1M
DE1Y: Germany Government Bond 1Y
DE2Y: Germany Government Bond 2Y
DE30Y: Germany Government Bond 30Y
DE3M: Germany Government Bond 3M
DE3Y: Germany Government Bond 3Y
DE5Y: Germany Government Bond 5Y
DE6M: Germany Government Bond 6M
DE7Y: Germany Government Bond 7Y

Denmark

DK10Y: Denmark Government Bond 10Y

Spain

ES10Y: Spain Government Bond 10Y
ES1Y: Spain Government Bond 1Y
ES3M: Spain Government Bond 3M
ES3Y: Spain Government Bond 3Y
ES5Y: Spain Government Bond 5Y
ES6M: Spain Government Bond 6M
ESDE2Y: Spain Government Bond 2Y

European Union

EU10Y: European Union Government Bond 10Y

Finland

FI10Y: Finland Government Bond 10Y

France

FR10Y: France Government Bond 10Y
FR1M: France Government Bond 1M
FR1Y: France Government Bond 1Y
FR20Y: France Government Bond 20Y
FR2Y: France Government Bond 2Y
FR30Y: France Government Bond 30Y
FR3M: France Government Bond 3M
FR3Y: France Government Bond 3Y
FR5Y: France Government Bond 5Y
FR6M: France Government Bond 6M
FR7Y: France Government Bond 7Y

United Kingdom

GB10Y: United Kingdom Government Bond 10Y
GB1M: United Kingdom Government Bond 1M
GB1Y: United Kingdom Government Bond 1Y
GB20Y: United Kingdom Government Bond 20Y
GB30Y: United Kingdom Government Bond 30Y
GB3M: United Kingdom Government Bond 3M
GB3Y: United Kingdom Government Bond 3Y
GB5Y: United Kingdom Government Bond 5Y
GB6M: United Kingdom Government Bond 6M
GB7Y: United Kingdom Government Bond 7Y

Greece

GR10Y: Greece Government Bond 10Y
GR1M: Greece Government Bond 1M
GR20Y: Greece Government Bond 20Y
GR2Y: Greece Government Bond 2Y
GR3M: Greece Government Bond 3M
GR6M: Greece Government Bond 6M

Hong Kong

HK10Y: Hong Kong Government Bond 10Y

Croatia

HR10Y: Croatia Government Bond 10Y

Hungary

HU10Y: Hungary Government Bond 10Y

Indonesia

ID10Y: Indonesia Government Bond 10Y
ID1M: Indonesia Government Bond 1M
ID1Y: Indonesia Government Bond 1Y
ID20Y: Indonesia Government Bond 20Y
ID30Y: Indonesia Government Bond 30Y
ID3M: Indonesia Government Bond 3M
ID3Y: Indonesia Government Bond 3Y
ID5Y: Indonesia Government Bond 5Y
ID6M: Indonesia Government Bond 6M

Ireland

IE10Y: Ireland Government Bond 10Y

Israel

IL10Y: Israel Government Bond 10Y

India

IN10Y: India Government Bond 10Y
IN1Y: India Government Bond 1Y
IN2Y: India Government Bond 2Y
IN30Y: India Government Bond 30Y
IN3M: India Government Bond 3M
IN3Y: India Government Bond 3Y
IN5Y: India Government Bond 5Y
IN6M: India Government Bond 6M
IN7Y: India Government Bond 7Y

Iceland

IS10Y: Iceland Government Bond 10Y

Italy

IT10Y: Italy Government Bond 10Y
IT1M: Italy Government Bond 1M
IT1Y: Italy Government Bond 1Y
IT20Y: Italy Government Bond 20Y
IT2Y: Italy Government Bond 2Y
IT30Y: Italy Government Bond 30Y
IT3M: Italy Government Bond 3M
IT3Y: Italy Government Bond 3Y
IT5Y: Italy Government Bond 5Y
IT6M: Italy Government Bond 6M
IT7Y: Italy Government Bond 7Y

Japan

JP10Y: Japan Government Bond 10Y
JP1M: Japan Government Bond 1M
JP1Y: Japan Government Bond 1Y
JP20Y: Japan Government Bond 20Y
JP2Y: Japan Government Bond 2Y
JP30Y: Japan Government Bond 30Y
JP3M: Japan Government Bond 3M
JP3Y: Japan Government Bond 3Y
JP5Y: Japan Government Bond 5Y
JP6M: Japan Government Bond 6M
JP7Y: Japan Government Bond 7Y

Kenya

KE10Y: Kenya Government Bond 10Y

South Korea

KR10Y: South Korea Government Bond 10Y
KR1Y: South Korea Government Bond 1Y
KR20Y: South Korea Government Bond 20Y
KR2Y: South Korea Government Bond 2Y
KR30Y: South Korea Government Bond 30Y
KR3Y: South Korea Government Bond 3Y
KR5Y: South Korea Government Bond 5Y

Lithuania

LT10Y: Lithuania Government Bond 10Y

Latvia

LV10Y: Latvia Government Bond 10Y

Mexico

MX10Y: Mexico Government Bond 10Y

Malaysia

MY10Y: Malaysia Government Bond 10Y

Nigeria

NG10Y: Nigeria Government Bond 10Y

Netherlands

NL10Y: Netherlands Government Bond 10Y
NL3M: Netherlands Government Bond 3M
NL6M: Netherlands Government Bond 6M

Norway

NO10Y: Norway Government Bond 10Y

New Zealand

NZ10Y: New Zealand Government Bond 10Y

Peru

PE9Y: Peru Government Bond 9Y

Philippines

PH10Y: Philippines Government Bond 10Y

Pakistan

PK10Y: Pakistan Government Bond 10Y

Poland

PL10Y: Poland Government Bond 10Y

Portugal

PT10Y: Portugal Government Bond 10Y
PT1M: Portugal Government Bond 1M
PT1Y: Portugal Government Bond 1Y
PT20Y: Portugal Government Bond 20Y
PT2Y: Portugal Government Bond 2Y
PT30Y: Portugal Government Bond 30Y
PT3M: Portugal Government Bond 3M
PT3Y: Portugal Government Bond 3Y
PT5Y: Portugal Government Bond 5Y
PT6M: Portugal Government Bond 6M
PT7Y: Portugal Government Bond 7Y

Qatar

QA10Y: Qatar Government Bond 10Y

Romania

RO10Y: Romania Government Bond 10Y

Russia

RU10Y: Russia Government Bond 10Y
RU1M: Russia Government Bond 1M
RU1Y: Russia Government Bond 1Y
RU20Y: Russia Government Bond 20Y
RU2Y: Russia Government Bond 2Y
RU3M: Russia Government Bond 3M
RU3Y: Russia Government Bond 3Y
RU5Y: Russia Government Bond 5Y
RU6M: Russia Government Bond 6M
RU7Y: Russia Government Bond 7Y

Sweden

SE10Y: Sweden Government Bond 10Y

Singapore

SG10Y: Singapore Government Bond 10Y

Slovenia

SI10Y: Slovenia Government Bond 10Y

Slovakia

SK10Y: Slovakia Government Bond 10Y

Thailand

TH10Y: Thailand Government Bond 10Y

Turkey

TR10Y: Turkey Government Bond 10Y

Taiwan

TW10Y: Taiwan Government Bond 10Y

United States

US10Y: United States Government Bond 10Y
US10YT: United States Treasury Bond 10Y
US1M: United States Government Bond 1M
US1Y: United States Government Bond 1Y
US20Y: United States Government Bond 20Y
US2Y: United States Government Bond 2Y
US30Y: United States Government Bond 30Y
US30YT: United States Treasury Bond 30Y
US3M: United States Government Bond 3M
US3Y: United States Government Bond 3Y
US5Y: United States Government Bond 5Y
US5YT: United States Treasury Bond 5Y
US6M: United States Government Bond 6M
US7Y: United States Government Bond 7Y

Venezuela

VE10Y: Venezuela Government Bond 10Y

Vietnam

VN10Y: Vietnam Government Bond 10Y

South Africa

ZA10Y: South Africa Government Bond 10Y
ZA20Y: South Africa Government Bond 20Y
ZA2Y: South Africa Government Bond 2Y
ZA30Y: South Africa Government Bond 30Y
ZA3M: South Africa Government Bond 3M
ZA3Y: South Africa Government Bond 3Y
ZA5Y: South Africa Government Bond 5Y

Dataset Columns

symbol: The symbol of the bond.
date: The date of the data.
open: The opening price of the bond.
high: The highest price of the bond.
low: The lowest price of the bond.
close: The closing price of the bond.
volume: The volume of the bond.

Data Splits

The data is split into a training set.

Dataset Maintenance

The dataset is updated on a monthly basis by Papers With Backtest.